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ProShares Ultra Bloomberg Natural Gas BOIL

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Market dataready · fetched 2026-11-10T22:18:12.876Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-10T22:16:24.802444976Z

FundamentalsAlpha Vantage · ready · fetched 2026-11-10T22:18:12.387079+00:00

Share price$18.85
1D-0.2%
AH$18.20$18.46$18.73$18.99$19.255:30 AM6:30 AM9:00 AM1:00 PM2:00 PMBOIL
Sold putSold callAH

ProShares Ultra Bloomberg Natural Gas options

Live interpolated BOIL call and put midpoint premiums by absolute delta.ProShares Ultra Bloomberg Natural Gas$0.13$0.62$1.11$1.60$2.09$16.13$17.47$18.81$20.15$21.4920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive BOIL spot · $18.85BOIL PRICE$0.23$0.30$0.38$0.47$0.56$0.68$0.79$0.94$1.08$1.23$1.41$1.66$1.95$0.19$0.26$0.34$0.43$0.53$0.64$0.74$0.86$0.99$1.12$1.26
Puts——
CallsExpensive1.57×
Skew——
Implied moveBullish±$1.54
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ20.90126.1%12.1%17.6690.3%7.3%
25Δ20.46122.7%10.1%17.8695.0%6.7%
30Δ20.14124.2%8.9%18.0699.0%6.0%
35Δ19.82124.2%7.7%18.28100.9%5.3%
40Δ19.52123.2%6.5%18.50102.7%4.7%
45Δ19.25123.7%5.7%18.72102.6%4.1%
50Δ18.98124.4%4.9%18.94102.5%3.5%
55Δ18.71126.2%4.2%19.16101.6%3.0%
60Δ18.44127.0%3.6%19.38100.4%2.5%
65Δ18.17124.8%2.9%19.6098.5%2.0%
70Δ17.87125.0%2.3%19.8195.7%1.6%
75Δ17.54129.1%1.9%
80Δ17.17131.3%1.4%

20Δ

Calls
Pseudo strike
20.90
IV
126.1%
B/E move
12.1%
Puts
Pseudo strike
17.66
IV
90.3%
B/E move
7.3%

25Δ

Calls
Pseudo strike
20.46
IV
122.7%
B/E move
10.1%
Puts
Pseudo strike
17.86
IV
95.0%
B/E move
6.7%

30Δ

Calls
Pseudo strike
20.14
IV
124.2%
B/E move
8.9%
Puts
Pseudo strike
18.06
IV
99.0%
B/E move
6.0%

35Δ

Calls
Pseudo strike
19.82
IV
124.2%
B/E move
7.7%
Puts
Pseudo strike
18.28
IV
100.9%
B/E move
5.3%

40Δ

Calls
Pseudo strike
19.52
IV
123.2%
B/E move
6.5%
Puts
Pseudo strike
18.50
IV
102.7%
B/E move
4.7%

45Δ

Calls
Pseudo strike
19.25
IV
123.7%
B/E move
5.7%
Puts
Pseudo strike
18.72
IV
102.6%
B/E move
4.1%

50Δ

Calls
Pseudo strike
18.98
IV
124.4%
B/E move
4.9%
Puts
Pseudo strike
18.94
IV
102.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
18.71
IV
126.2%
B/E move
4.2%
Puts
Pseudo strike
19.16
IV
101.6%
B/E move
3.0%

60Δ

Calls
Pseudo strike
18.44
IV
127.0%
B/E move
3.6%
Puts
Pseudo strike
19.38
IV
100.4%
B/E move
2.5%

65Δ

Calls
Pseudo strike
18.17
IV
124.8%
B/E move
2.9%
Puts
Pseudo strike
19.60
IV
98.5%
B/E move
2.0%

70Δ

Calls
Pseudo strike
17.87
IV
125.0%
B/E move
2.3%
Puts
Pseudo strike
19.81
IV
95.7%
B/E move
1.6%

75Δ

Calls
Pseudo strike
17.54
IV
129.1%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
17.17
IV
131.3%
B/E move
1.4%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend97.34%
Daily close
BOIL48.2%82.0%115.8%2026-08-12: 61.88%2026-08-13: 78.52%2026-08-14: 55.78%2026-08-17: 52.82%2026-08-18: 55.50%2026-08-19: 59.67%2026-08-20: 66.06%2026-08-21: 55.64%2026-08-24: 58.42%2026-08-25: 65.89%2026-08-26: 67.33%2026-08-27: 65.31%2026-08-28: 62.77%2026-08-31: 64.80%2026-09-01: 68.08%2026-09-02: 66.95%2026-09-03: 62.46%2026-09-04: 60.48%2026-09-08: 64.21%2026-09-09: 66.11%2026-09-10: 65.77%2026-09-11: 64.37%2026-09-14: 62.42%2026-09-15: 63.08%2026-09-16: 63.01%2026-09-17: 61.28%2026-09-18: 64.13%2026-09-21: 65.67%2026-09-22: 75.79%2026-09-23: 75.01%2026-09-24: 111.11%2026-09-25: 88.49%2026-09-28: 82.65%2026-09-29: 76.21%2026-09-30: 76.55%2026-10-01: 75.21%2026-10-02: 81.33%2026-10-05: 87.96%2026-10-06: 82.46%2026-10-07: 86.74%2026-10-08: 86.45%2026-10-09: 81.57%2026-10-12: 81.17%2026-10-13: 89.96%2026-10-14: 88.68%2026-10-15: 87.38%2026-10-16: 76.95%2026-10-19: 77.45%2026-10-20: 84.51%2026-10-21: 90.49%2026-10-22: 98.07%2026-10-23: 96.65%2026-10-26: 107.09%2026-10-27: 107.04%2026-10-28: 98.00%2026-10-29: 97.42%2026-10-30: 97.34%Aug 12Sep 22Oct 30
57 observations2026-08-12 — 2026-10-30
Table
DateIV (%)
61.88%
78.52%
55.78%
52.82%
55.50%
59.67%
66.06%
55.64%
58.42%
65.89%
67.33%
65.31%
62.77%
64.80%
68.08%
66.95%
62.46%
60.48%
64.21%
66.11%
65.77%
64.37%
62.42%
63.08%
63.01%
61.28%
64.13%
65.67%
75.79%
75.01%
111.11%
88.49%
82.65%
76.21%
76.55%
75.21%
81.33%
87.96%
82.46%
86.74%
86.45%
81.57%
81.17%
89.96%
88.68%
87.38%
76.95%
77.45%
84.51%
90.49%
98.07%
96.65%
107.09%
107.04%
98.00%
97.42%
97.34%